I'm trying to build a simple burglar alarm system. My design calls for a few wireless modules that will send a signal to a central Arduino when the sensors are tripped. I don't know what the best option for wireless communication is, in this scenario.

There will be about 5 of these modules, so they should be relatively cheap. Also, I imagine they would have to be able to communicate with the arduino simultaneously. Would RF modules be a good option?

I've read that Bluetooth modules can communicate simultaneously, but they are quite expensive.

As for Wi-Fi, I think it might be overkill and I have an vague hunch that it's probably not the best solution.